You are trying to configure a SharePoint scan without installing the SharePoint solution in Symantec Data Loss Prevention (DLP).
When running the Get-SPWebApplication command on the DLP Detection Server it fails with this error:
Release: 15.x
The Get-SPWebApplication command must be run on the SharePoint server.
See this Microsoft page for further information.
https://docs.microsoft.com/en-us/powershell/module/sharepoint-server/get-spwebapplication?view=sharepoint-server-ps